+1,547.2%
HWM vs RSG
+393.7%
+1,153.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -12.5% | -1.8% | -10.7% | -11.3% |
| 30D | -19.0% | +2.8% | -21.8% | -20.6% |
| 3M | -8.6% | +4.3% | -12.9% | -12.5% |
| 6M | -10.2% | -0.5% | -9.6% | -11.4% |
| YTD | +11.3% | +5.2% | +6.1% | +4.2% |
| 1Y | +24.3% | -2.1% | +26.4% | +22.9% |
| 3Y | +382.3% | +56.5% | +325.7% | +208.2% |
| 5Y | +640.6% | +89.5% | +551.1% | +279.6% |
| All | +1,547.2% | +393.7% | +1,153.4% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling